Abstract
A matrix or vector is said to be sparse when it includes a number of zero elements. Hence, the term sparse estimation refers to estimating a number of parameters as zeros. The developments in multivariate analysis procedures with sparse estimation started from modifications to the multiple regression analysis introduced in Chap. 4.
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Adachi, K. (2020). Sparse Regression Analysis. In: Matrix-Based Introduction to Multivariate Data Analysis. Springer, Singapore. https://doi.org/10.1007/978-981-15-4103-2_21
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DOI: https://doi.org/10.1007/978-981-15-4103-2_21
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